NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 88.01 86.78 -1.23 -1.4% 84.91
High 88.23 88.12 -0.11 -0.1% 88.70
Low 86.56 85.94 -0.62 -0.7% 84.60
Close 87.06 87.06 0.00 0.0% 87.92
Range 1.67 2.18 0.51 30.5% 4.10
ATR 1.62 1.66 0.04 2.5% 0.00
Volume 84,034 64,441 -19,593 -23.3% 294,966
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.58 92.50 88.26
R3 91.40 90.32 87.66
R2 89.22 89.22 87.46
R1 88.14 88.14 87.26 88.68
PP 87.04 87.04 87.04 87.31
S1 85.96 85.96 86.86 86.50
S2 84.86 84.86 86.66
S3 82.68 83.78 86.46
S4 80.50 81.60 85.86
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 99.37 97.75 90.18
R3 95.27 93.65 89.05
R2 91.17 91.17 88.67
R1 89.55 89.55 88.30 90.36
PP 87.07 87.07 87.07 87.48
S1 85.45 85.45 87.54 86.26
S2 82.97 82.97 87.17
S3 78.87 81.35 86.79
S4 74.77 77.25 85.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.24 85.94 3.30 3.8% 1.65 1.9% 34% False True 84,524
10 89.24 83.89 5.35 6.1% 1.59 1.8% 59% False False 69,775
20 89.24 76.75 12.49 14.3% 1.63 1.9% 83% False False 56,905
40 89.24 76.75 12.49 14.3% 1.66 1.9% 83% False False 42,321
60 89.24 67.45 21.79 25.0% 1.65 1.9% 90% False False 35,205
80 89.24 66.22 23.02 26.4% 1.79 2.1% 91% False False 29,753
100 89.24 65.00 24.24 27.8% 1.83 2.1% 91% False False 24,905
120 89.24 65.00 24.24 27.8% 1.78 2.0% 91% False False 21,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 97.39
2.618 93.83
1.618 91.65
1.000 90.30
0.618 89.47
HIGH 88.12
0.618 87.29
0.500 87.03
0.382 86.77
LOW 85.94
0.618 84.59
1.000 83.76
1.618 82.41
2.618 80.23
4.250 76.68
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 87.05 87.59
PP 87.04 87.41
S1 87.03 87.24

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These figures are updated between 7pm and 10pm EST after a trading day.

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